+839.9%
TXN vs SYF
+297.1%
+542.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +12.3% | -3.3% | +15.6% | +13.6% |
| 30D | +9.1% | -2.2% | +11.3% | +9.9% |
| 3M | +13.5% | -9.3% | +22.9% | +17.3% |
| 6M | +6.9% | +2.1% | +4.9% | +5.3% |
| YTD | +84.0% | -12.6% | +96.7% | +90.2% |
| 1Y | +95.8% | -3.4% | +99.2% | +95.0% |
| 3Y | +130.3% | +156.5% | -26.1% | +59.6% |
| 5Y | +89.2% | +59.6% | +29.6% | +48.9% |
| 10Y | +486.5% | +178.6% | +307.9% | +250.4% |
| All | +839.9% | +297.1% | +542.8% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling